Pages that link to "Item:Q4560331"

The following pages link to Implied Volatility of Basket Options at Extreme Strikes (Q4560331):

Displaying 3 items.

• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Small-Time Asymptotics for Basket Options---the Bivariate SABR Model and the Hyperbolic Heat Kernel on $\mathbb{H}^3$ (Q3188151) (← links)
• Tails of weakly dependent random vectors (Q5964275) (← links)